The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
Oct. 16, 2012
Filed:
Oct. 08, 2008
Rakesh Kumar, Framingham, MA (US);
Rakesh Kumar, Framingham, MA (US);
The MathWorks, Inc., Natick, MA (US);
Abstract
An Augmented Lagrangian Pattern Search (ALPS) algorithm that attempts to solve a non-linear optimization problem subject to non-linear, linear, and, bound constraints is discussed. The present invention utilizes information from the linear and bound constraints, formulates sub-problems using Lagrange parameter estimates and appropriate penalty parameters (using a log barrier), and provides a robust update formulae for parameters which guides the algorithm towards a minimum. The present invention solves a general non-linear optimization problem without using any slack variables to convert the inequality constraints to equality constraints or equality constraints to inequality constraints.